IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
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IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
Recommendations
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Jive for panel dynamic simultaneous equations models
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
Cites work
- Another look at the instrumental variable estimation of error-components models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Estimation of Dynamic Models with Error Components
- Estimation of dynamic panel data models with both individual and time-specific effects
- Formulation and estimation of dynamic models using panel data
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- Linear Regression Limit Theory for Nonstationary Panel Data
- Linear Statistical Inference and its Applications
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- The analytic inversion of any finite symmetric tridiagonal matrix
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
Cited in
(18)- Panel models with interactive effects
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
- Many IVs estimation of dynamic panel regression models with measurement error
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Dynamic panels with threshold effect and endogeneity
- Jive for panel dynamic simultaneous equations models
- On estimation of two-dimensional dynamic panel model with confounders
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- First difference or forward demeaning: Implications for the method of moments estimators
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Some properties of the LIML estimator in a dynamic panel structural equation
- Statistical inference for panel dynamic simultaneous equations models
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